
SUMMARY A method for setting a distribution-free lower confidence limit for the mean of a nonnegative random variable is developed, and compared with the procedure which relies on asymptotic normality of the distribution of the sample mean. Some key word8: Distribution-free confidence limit; Nonparametric; Robustness.
Nonparametric tolerance and confidence regions, asymptotic normality, distribution- free confidence limit, nonparametric, robustness, mean, nonnegative random variable, Nonparametric estimation
Nonparametric tolerance and confidence regions, asymptotic normality, distribution- free confidence limit, nonparametric, robustness, mean, nonnegative random variable, Nonparametric estimation
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